+10,239.8%
RTX vs EMR
+4,438.6%
+5,801.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | -1.7% | +0.7% | -2.4% | -2.2% |
| 30D | +7.7% | +3.5% | +4.2% | +5.5% |
| 3M | -10.3% | +5.9% | -16.3% | -13.6% |
| 6M | +14.6% | +19.4% | -4.9% | +3.0% |
| YTD | +10.4% | +27.7% | -17.3% | -5.7% |
| 1Y | +13.5% | +30.9% | -17.4% | -4.5% |
| 3Y | +158.6% | +104.2% | +54.4% | +62.9% |
| 5Y | +147.3% | +89.6% | +57.6% | +58.4% |
| 10Y | +268.6% | +280.0% | -11.4% | +57.6% |
| All | +10,239.8% | +4,438.6% | +5,801.3% | +1,229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling